Pistachios used to be imported from the Middle East. Harvesting methods left stains on the shells, covered up with red dye. But now 98% of pistachios are grown in the US, and harvested in a way that doesn’t stain the shells. So they’re undyed.
When I was a kid I thought red was the pistachio’s natural color. I was glad when the unstained variety became commonplace, ending red stains on your fingertips and mouth.